+309.7%
SWK vs BTG
+375.3%
-65.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -0.5% |
| 7D | +11.0% | +17.4% | -6.4% | +9.8% |
| 30D | +30.1% | +8.0% | +22.1% | +29.3% |
| 3M | +14.7% | +32.5% | -17.9% | +12.1% |
| 6M | +44.5% | +21.6% | +22.9% | +41.9% |
| YTD | +59.4% | +21.2% | +38.1% | +56.0% |
| 1Y | +77.5% | +43.9% | +33.6% | +71.7% |
| 3Y | +49.5% | +78.6% | -29.1% | +40.9% |
| 5Y | -24.9% | +48.8% | -73.7% | -29.0% |
| 10Y | +31.8% | +136.8% | -105.1% | +18.3% |
| All | +309.7% | +375.3% | -65.6% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling